-20.9%
MELI vs MLM
-18.7%
-2.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | -6.5% | -2.7% | -3.8% | -5.6% |
| 30D | +2.8% | -8.3% | +11.2% | +5.8% |
| 3M | +14.3% | -12.0% | +26.3% | +18.3% |
| 6M | +6.0% | -17.6% | +23.7% | +11.3% |
| YTD | -6.8% | -18.9% | +12.0% | -2.0% |
| 1Y | -20.9% | -17.6% | -3.3% | -15.8% |
| All | -20.9% | -18.7% | -2.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling